He also Instagramed a close-up shot of his new sleeping bundle of joy, wearing a really cute blue and pink cap. "I would like to introduce… Winnie Rose Fallon," the "SNL" alum posted alongside the photo.

Fallon and wife Nancy Juvonen Fallon, 46, have been overjoyed with their new daughter and Jimmy's let the world know it.

On Wednesday night, he opened his monlogue with "I'm your host 'dada.'"

He joked about being exhausted after his daughter's arrival at 6:21 a.m. Tuesday morning, but went back to gushing, "I'm the father of a beautiful baby girl, she's so cute. Her name is Winnie Rose Fallon and she's so cute."